The finite sample breakdown point of PCS

Eric Schmitt, Viktoria Öllerer and Kaveh Vakili

Statistics & Probability Letters, 2014, vol. 94, issue C, 214-220

Abstract: The Projection Congruent Subset (PCS) is a new method for finding multivariate outliers. PCS returns an outlyingness index which can be used to construct affine equivariant estimates of multivariate location and scatter. In this note, we derive the finite sample breakdown point of these estimators.

Keywords: Breakdown point; Robust estimation; Multivariate statistics (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.07.026

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